To reiterate:
My theory is still the pokemon trainer, whose innocence clashes with the dark nature of the world.
Motivation: Short-sighted and naive attempt to "fix" the world by ridding it of corruption.
Killings so far are pichu, roy, mewtwo, and Dee. (Correct me if I've missed any)
Pichu killing was likely the result of a falling out with the Trainer over his plan. Roy, as a police officer, might have either figured it out, and likewise been killed or could have attacked the Trainer at the beginning with police brutality, and caused this whole event. The other two murders were intended from the start, and follow the motivation of purification for the city since they were both crime leaders.
Ability to Commit the Crime: Wide arsenal of pokemon grant many abilities. Or another theory; perhaps the Trainer has pokeballs that only absorb a certain amount of matter or mainly only matter from pokemon. This would leave behind intestines/guts that would otherwise go inside. Especially in the case of Dee, where a tremendously large pile of innards remained.
Evidence: Kirby knows the killer.
Corrected Luigi when Luigi said the killer was skilled with a blade.
Mentioned how "close" Luigi was to the killer. The trainer has been nearby Luigi this entire time.
There was never an introduction to the trainer, yet he has been quite active in the plot. Following the "red herring" mentioned by Johnny Mcbadass.
Likewise, Mcbadass mentioned that the Murderer would not be one out in left field; therefore it is not any of the Final boss theories nor assist trophies. Also, the killer has undoubtedly been seen before, since the introduction of the villain this late would destroy the masterpiece of this script.
Aktrez (Actress Playing Samus) mentioned that Samus is one of the few characters with their shit together. Even so, corruption is in her life as well. In fact, even those with their shit together, (Luigi, Link to some extent, etc) all have impurities in their life. The Trainer is innocent to even the most pious jury. An unlikely situation.
Finally, the Trainer's sadness when Samus told him that she didn't think things would ever get better hints further toward his motivation.
While this theory is far fetched, few others now fit the profile.
I would consider Luigi, with multiple personality disorder. I would also consider Mario or Peach, who would have motivation to clean their kingdom.